Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 19.45% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 979'505 | 338'251 | 45'822 CHF | 19'720 CHF | 99.21% | 99.21% |
03.05.2024 | 22.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'439 CHF | 12'360 CHF | 99.38% | 99.38% |
02.05.2024 | 19.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 959'196 | 384'406 | 45'842 CHF | 22'821 CHF | 99.38% | 99.38% |
30.04.2024 | 14.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 811'831 | 415'861 | 50'654 CHF | 30'119 CHF | 99.42% | 99.42% |
29.04.2024 | 12.63% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 677'141 | 352'204 | 50'235 CHF | 29'653 CHF | 99.28% | 99.28% |
26.04.2024 | 12.61% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 678'403 | 352'544 | 50'421 CHF | 29'725 CHF | 97.22% | 97.22% |
25.04.2024 | 12.92% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 691'904 | 359'862 | 50'092 CHF | 29'657 CHF | 83.98% | 83.98% |
24.04.2024 | 10.77% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 580'747 | 305'936 | 51'049 CHF | 29'986 CHF | 99.38% | 99.38% |
23.04.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'205 | 494'455 | 49'928 CHF | 54'303 CHF | 99.39% | 99.39% |
22.04.2024 | 8.54% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 460'150 | 460'150 | 51'578 CHF | 56'180 CHF | 99.39% | 99.39% |